+38.1%
PEG vs FIVE
+14.2%
+24.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | +1.2% | +17.7% | -16.4% | 0.0% |
| 3M | -2.4% | +4.0% | -6.3% | -2.8% |
| 6M | -6.9% | +2.6% | -9.5% | -7.3% |
| YTD | -7.2% | +27.6% | -34.8% | -9.4% |
| 1Y | -8.9% | +59.9% | -68.8% | -12.7% |
| 3Y | +27.1% | +35.8% | -8.7% | +22.0% |
| All | +38.1% | +14.2% | +24.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling